{"schemaVersion":1,"ticker":"AUMI","asOf":"2026-10-26","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/aumi/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, AUMI against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/aumi/"},"benchmark":{"ticker":"ACWI","name":"MSCI ACWI Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"AUMI","b":"ACWI","window":{"from":"2023-12-22","to":"2026-10-23","firstReturn":"2023-12-29","weeklyReturns":148,"years":2.84,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04396257,"perWeek":0.0008454341,"days":708,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":2.05019034,"b":0.6128805,"edge":"AUMI","lead":"AUMI"},"annualised":{"a":0.47968382,"b":0.18288169,"edge":"AUMI","lead":"AUMI"},"price":{"a":1.96823552,"b":0.54971338,"edge":"AUMI","lead":"AUMI"},"volatility":{"a":0.44258805,"b":0.13380834,"edge":"ACWI","lead":"ACWI"},"downsideDeviation":{"a":0.26560731,"b":0.09017901,"edge":"ACWI","lead":"ACWI"},"maxDrawdown":{"a":-0.39406089,"b":-0.14253357,"edge":"ACWI","lead":"ACWI","aPeak":"2026-02-27","aTrough":"2026-07-17","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.44493814,"b":0.13320569,"edge":"AUMI","lead":"AUMI"},"sharpe":{"a":1.00530986,"b":0.9954962,"edge":"Tie"},"sortino":{"a":1.67517279,"b":1.47712525,"edge":"AUMI","lead":"AUMI"},"calmar":{"a":1.21728352,"b":1.28307803,"edge":"ACWI (slight)","lead":"ACWI"}},"relative":{"AUMI":{"on":"ACWI","beta":1.30152707,"r2":0.15483651,"alpha":0.27156732,"alphaT":1.11154576,"alphaLow":-0.2112836,"alphaHigh":0.75441825,"upsideCapture":1.76013747,"downsideCapture":0.95570533,"treynor":0.34185853,"trackingError":0.40887899,"informationRatio":0.76240759,"upWeeks":91,"downWeeks":57,"treynorReference":0.13320569,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"AUMI","lead":"AUMI"},"downsideCapture":{"edge":"AUMI (slight)","lead":"AUMI"},"treynor":{"edge":"AUMI","lead":"AUMI"},"informationRatio":{"edge":null,"lead":"AUMI","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"AUMI":{"kept":"2026-10-26","distributions":2,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":2,"agree":2},"vendor":{"weeks":148,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":2.05019034}},"ACWI":{"kept":"2026-10-26","distributions":5,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":148,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.6128805}}}}